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SECTION 3: MULTI VARIABLE OPTIMIZATION
⋮ ⋮ ⋮ ⋮ ⋮ ⋮ ⋮ ⋮
𝜕2 𝑓 𝜕2 𝑓 𝜕2 𝑓
𝜕 𝜕𝑓 𝜕𝑓 𝜕𝑓 ⋯ 2
ቈ ⋯ ቃ 𝜕𝑥1 𝜕𝑥𝑁 𝜕𝑥2 𝜕𝑥𝑁 𝜕𝑥𝑁
𝜕𝑥𝑁 𝜕𝑥1 𝜕𝑥2 𝜕𝑥𝑁
𝑦 𝑇 ∆2 𝑓(𝑥)𝑦:
Ԧ Leading Principal Eigen Values:
Positive Minors: Positive Positive
𝑓 = 𝑓(𝑥𝑖 ) 𝑓 + = 𝑓(𝑥𝑖 + ∆𝑖 )
𝑓 − = 𝑓(𝑥𝑖 − ∆𝑖 )
-∆𝑖 +∆𝑖
𝑥𝑖 − ∆𝑖 𝑥𝑖 𝑥𝑖 + ∆𝑖
➢If𝑥Ԧ (𝑘) ≠ 𝑥,
Ԧ move is success
𝑥2
Pattern Move
Exploratory Move
𝑥1
3 Marquardt −1
− 𝛻 2 𝑓 𝑥Ԧ 𝑘
+ 𝜆(𝑘) 𝐼 . 𝛻𝑓 𝑥Ԧ 𝑘